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In this paper, we apply the wavelet methods in the popular Augmented Dickey-Fuller and M types of unit root tests. Moreover, we provide an extensive comparison of the wavelet based unit root tests which also includes the recent contributions in the literature. Moreover, we derive the asymptotic...
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In this paper we present, propose and examine additional membership functions as also we propose least squares with genetic algorithms optimization in order to find the optimum fuzzy membership functions parameters. More specifically, we present the tangent hyperbolic, Gaussian and Generalized...
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theory for the gauge of these methods, which is the expected frequency of falsely detected outliers. The asymptotic theory … involves normal distribution results and Poisson distribution results. The theory is applied to a time series data set …
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